Description: Seeking researchers to analyze long-term risk trends via survey data and develop engaging report formats for broad audiences.

Description: A collection of essays presenting actuarial approaches and frameworks to evaluate climate resilience and adaptation initiatives, including valuation methods, analytics, and insurance solutions.

Description: In this SOA e-course, you'll learn how to develop an enterprise risk management (ERM) framework and help fulfill your SOA CPD requirement at the same time.

Description: An attorney and a statistician will discuss the latest on GenAI, the AI regulation and litigation affecting the use of AI in insurance.

Description: Seeking researchers to analyze long-term risk trends via survey data and develop engaging report formats for broad audiences.

Description: Gross Domestic Product (GDP) has been our chosen metric for growth since the Great Depression, but expectations are for lower GDP growth going forward than we are accustomed to. Its two components, population and productivity, face headwinds—population from a declining birth rate and longevity, and productivity from increased climate events, energy costs, global conflict and raw materials shortages.

Description: Understanding Asian Capital Regimes

Description: Duration matching is a risk management strategy, commonly used in the insurance industry, where the duration (price sensitivity to a yield curve movement) of an asset portfolio is adjusted to be made equal to the duration of the liability. However, this approach has flaws. In this essay, I note some key failures of duration matching and offer a potential alternative.

Description: Strategic Risk Management was given lower priority in a recent survey of ERM Objectives. This article tells how the author believes that recent events have caused many to shift to a more short term focus and in the future there will be a shift back to a priority for the longer term view that stands behind Strategic Risk Management when the environment settles down and things again seem to be more predictable.

Description: Since most cash flows being discounted in the value calculation are dependent on the forward rates, in the key-rate calculation forwards (not spots) should be shifted. I will show that if spots are shifted up/down, they would not necessarily result in forwards being up/down for all the years in the particular key rate, resulting in unexpected results. I will further show how metrics calculated by shifting forwards versus spots enhance the accuracy of the approximation of projected value in various rate environments.